Universal Time-Series Forecasting with Mixture Predictors
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Universal Time-Series Forecasting with Mixture Predictors

SKU: 9783030543044

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Additional information

Full Title

Universal Time-Series Forecasting with Mixture Predictors
Author(s)

Daniil Ryabko
Edition
ISBN

9783030543044, 9783030543037
Publisher

Springer
Format

PDF and EPUB

Description

The author considers the problem of sequential probability forecasting in the most general setting, where the observed data may exhibit an arbitrary form of stochastic dependence. All the results presented are theoretical, but they concern the foundations of some problems in such applied areas as machine learning, information theory and data compression.